Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52005.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47876.33 Kr¶

PnL: ---------------------------------------> -1055.67 Kr¶

DD now: ---------------------------------> -2.099 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:28:26.881490'

Anic Portfolio¶

Today¶

Return: -0.133 %¶

This Week¶

Return: -0.594 %¶

Total portfolio value¶

Return including deposits: 70.252 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Biotage 4 0.260000 625.600000 22.600000 3.750000 603.000000
Vitrolife 3 0.350000 694.800000 17.800000 2.630000 677.000001
BHG Group 49 -0.070000 656.600000 17.600000 2.750000 638.999984
SynAct Pharma 9 0.680000 662.400000 17.400000 2.700000 645.000003
Volati 5 3.140000 591.000000 17.000000 2.960000 574.000000
Addtech B 3 0.170000 716.400000 16.400000 2.340000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Embracer Group B 26 -1.140000 666.900000 4.900000 0.740000 661.999988
NCC B 7 0.110000 657.300000 3.300000 0.500000 653.999997
Fortnox 10 -0.950000 670.000000 2.000000 0.300000 668.000000
Latour B 2 -0.270000 450.800000 1.800000 0.400000 449.000000
Addnode Group B 6 -0.870000 753.600000 1.600000 0.210000 751.999998
NCC A 6 0.000000 600.000000 1.000000 0.170000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
Humana 40 1.090000 669.600000 -4.400000 -0.650000 674.000000
Sdiptech B 3 -1.310000 813.600000 -8.400000 -1.020000 822.000000
Nolato B 12 -1.390000 638.400000 -9.600000 -1.480000 648.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.210000 647.400000 -10.600000 -1.610000 657.999999
SCA A 4 -0.540000 584.800000 -14.200000 -2.370000 599.000000
Lime Technologies 2 -1.030000 577.000000 -16.000000 -2.700000 593.000000
BONESUPPORT HOLDING 10 -2.150000 1184.000000 -40.000000 -3.270000 1224.000000
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Creades A 7 0.510000 551.600000 -59.400000 -9.720000 610.999998
Lundin Gold 7 -1.530000 903.000000 -71.000000 -7.290000 973.999999
Gaming Innovation Group 161 -0.970000 4105.500000 -82.500000 -1.970000 4187.999942
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.320000 3454.400000 -90.600000 -2.560000 3545.000000
Sedana Medical 135 1.570000 4198.500000 -132.500000 -3.060000 4330.999935
New Wave B 40 0.430000 3776.000000 -140.000000 -3.580000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47876.330000 -1055.670000 -2.09891% 48931.999868

Updated:¶

'2023-06-14 09:28:43.432478'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶